FIN-525: Financial big dataThe course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to financial analysis, in particular to intraday data and inv ...
BIO-369: Randomness and information in biological dataBiology is becoming more and more a data science, as illustrated by the explosion of available genome sequences. This course aims to show how we can make sense of such data and harness it in order to understand biological processes in a quantitative way. ...
PHYS-314: Quantum physics IIThe aim of this course is to familiarize the student with the concepts, methods and consequences of quantum physics. ...
CS-433: Machine learningMachine learning methods are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analyzed and practically implemented. ...
FIN-415: Probability and stochastic calculusThis course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applications in finance, for example for option pricing, risk mana ...
MGT-301: Foundations in financial economicsThe aim of this course is to expose EPFL bachelor students to some of the main areas in financial economics. The course will be organized around six themes. Students will obtain both practical insights through real-world examples and understand how one can ...
PHYS-467: Machine learning for physicistsMachine learning and data analysis are becoming increasingly central in sciences including physics. In this course, fundamental principles and methods of machine learning will be introduced and practised. ...
EE-566: Adaptation and learningIn this course, students learn to design and master algorithms and core concepts related to inference and learning from data and the foundations of adaptation and learning theories with applications.
EE-611: Linear system theoryThe course covers control theory and design for linear time-invariant systems : (i) Mathematical descriptions of systems (ii) Multivariables realizations; (iii) Stability ; (iv) Controllability and Observability; (v) Minimal realizations and coprime fracti ...
COM-309: Introduction to quantum information processingInformation is processed in physical devices. In the quantum regime the concept of classical bit is replaced by the quantum bit. We introduce quantum principles, and then quantum communications, key distribution, quantum entropy, and spin dynamics. No prio ...
MATH-444: Multivariate statisticsMultivariate statistics focusses on inferring the joint distributional properties of several random variables, seen as random vectors, with a main emphasis on uncovering their underlying dependence structure. This course offers a broad introduction to its ...
ENG-267: Méthodes d'estimationLes étudiants traitent des observations entachées d'incertitude de manière rigoureuse. Ils maîtrisent les principales méthodes de compensation des mesures et d'estimation des paramètres. Ils appliquent certains modèles à des problèmes concrets issus de div ...
MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective. ...